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feature: adding svd method for pca #2520

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Alexandr-Solovev
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@Alexandr-Solovev Alexandr-Solovev commented Sep 22, 2023

Description:
This pull request introduces the SVD method for PCA (Principal Component Analysis).

  • Infrastructure for syevd

  • infrastructure for gesvd

  • migrate signflip function to gpu

  • update tests special for svd

  • align cpu and gpu results

  • Add mean centering

  • PcaSvd kernel implementation

  • Migrate compute_eigenvectors_on gpu (blocked by issue with fpk)

@Alexandr-Solovev
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/intelci: run

@Alexandr-Solovev
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/intelci: run

@Alexandr-Solovev
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/intelci: run

@Alexandr-Solovev Alexandr-Solovev added dpc++ Issue/PR related to DPC++ functionality new algorithm New algorithm or method in oneDAL perf Performance optimization oneAPI Issue/PR related to oneAPI part labels Oct 13, 2023
@Alexandr-Solovev
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/intelci: run

@Alexandr-Solovev
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/intelci: run

@Alexandr-Solovev
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/intelci: run

@Alexandr-Solovev
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/intelci: run

@samir-nasibli samir-nasibli marked this pull request as draft November 11, 2023 00:15
@Alexandr-Solovev
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/intelci: run

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/intelci: run

@Alexandr-Solovev Alexandr-Solovev marked this pull request as ready for review November 15, 2023 09:36
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/intelci: run

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